Boralex Treynor Ratio
| BLX Stock | | | CAD 36.78 0.04 0.11% |
The Treynor Ratio measures excess return per unit of systematic risk (beta) rather than total risk. It is calculated as (Portfolio Return - Risk-Free Rate) / Beta, isolating how well the asset compensates investors for market exposure that cannot be diversified away. Below is Boralex's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Boralex carries a Treynor Ratio of
-7.43, consistent with negative return per unit of systematic risk. Boralex has not been compensated for the market risk it carries — systematic exposure has produced negative returns over the measured period.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | -7.43 | |
| ER[a] | = | Expected return on investing in Boralex |
| BETA | = | Beta coefficient between Boralex and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Boralex falls below the 2.19 peer average for Treynor Ratio. Northland Power leads at 11.39 while Westbridge Energy registers the lowest at -2.3329. Boralex has earned less return per unit of systematic risk than the peer average.
Treynor Ratio Relative To Other Indicators
The chart below plots Treynor Ratio against Maximum Drawdown for Boralex and its peers. Each point represents one equity — position along the horizontal axis shows Treynor Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Boralex to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for Boralex is -7.43. Boralex's Treynor Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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